Equivalence between a generalized fenchel duality theorem and a saddle-point theorem for fractional programs |
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Authors: | J Flachs M A Pollatschek |
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Institution: | (1) Council for Scientific and Industrial Research, Pretoria, South Africa;(2) Faculty of Industrial Engineering and Management, Technion, Haifa, Israel |
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Abstract: | The convex case of a fractional program is considered. By the aid of a duality theory for mathematical programming involving a maximum and minimum operator, and by defining new operators, we obtain three equivalent duality theorems for three pairs of primal-dual programs. The second and the third one are the saddle-point theorem and a generalized Fenchel duality theorem, respectively. |
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Keywords: | Duality Fenchel duality fractional programs mathematical programs |
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